+29.3%
VCIT vs SPYG
+410.1%
-380.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +0.1% | +1.2% | -1.1% | 0.0% |
| 30D | -0.8% | -1.6% | +0.8% | -0.6% |
| 3M | -0.5% | +3.4% | -3.9% | -0.8% |
| 6M | -1.4% | +18.9% | -20.3% | -2.9% |
| YTD | -0.8% | +13.8% | -14.6% | -1.9% |
| 1Y | +0.3% | +20.6% | -20.3% | -1.4% |
| 3Y | +19.2% | +100.5% | -81.3% | +11.7% |
| 5Y | +3.6% | +84.6% | -81.0% | -3.1% |
| 10Y | +29.3% | +410.8% | -381.5% | +15.5% |
| All | +29.3% | +410.1% | -380.8% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling